Distribution Dependent Stochastic Differential Equations - Hardcover
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Language:EnglishPublisher:World Scientific Publishing CompanyISBN-13:9789811280146ISBN-10:9811280142UPC:9789811280146Book Category:MathematicsBook Subcategory:Probability & Statistics, Differential EquationsBook Topic:Stochastic Processes, PartialSize:9.00 x 6.00 x 0.88 inchesWeight:1.4705Product ID:SCFC7RA5Y2
Distribution Dependent Stochastic Differential Equations
Corresponding to the link of It?'s stochastic differential equations (SDEs) and linear parabolic equations, distribution dependent SDEs (DDSDEs) characterize nonlinear Fokker-Planck equations. This type of SDEs is named after McKean-Vlasov due to the pioneering work of H P McKean (1966), where an expectation dependent SDE is proposed to characterize nonlinear PDEs for Maxwellian gas. Moreover, by...
Language:EnglishPublisher:World Scientific Publishing CompanyISBN-13:9789811280146ISBN-10:9811280142UPC:9789811280146Book Category:MathematicsBook Subcategory:Probability & Statistics, Differential EquationsBook Topic:Stochastic Processes, PartialSize:9.00 x 6.00 x 0.88 inchesWeight:1.4705Product ID:SCFC7RA5Y2
Publisher: World Scientific Publishing Company
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